Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47443.33 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46045.34 Kr¶

PnL: ---------------------------------------> -843.23 Kr¶

DD now: ---------------------------------> -2.44 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 10:12:12.637818'

Anic Portfolio¶

Today¶

Return: 0.282 %¶

This Week¶

Return: -0.98 %¶

Total¶

Return: 55.317 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 0.380000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 -1.010000 782.800000 109.800000 16.320000 673.000000
SAAB B 8 -0.230000 3435.200000 58.200000 1.720000 3377.000000
Nordea Bank Abp 29 0.680000 3507.260000 53.260000 1.540000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.720000 392.600000 37.600000 10.590000 355.000000
Intrum 4 2.020000 555.800000 28.800000 5.460000 527.000000
Resurs Holding 22 1.150000 600.600000 26.600000 4.630000 573.999998
Corem Property Group B 59 0.300000 600.620000 23.620000 4.090000 576.999999
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Boozt 12 -0.070000 1670.400000 16.400000 0.990000 1653.999996
Swedbank A 3 0.700000 579.900000 15.900000 2.820000 564.000000
AcadeMedia 12 -1.000000 572.880000 15.880000 2.850000 557.000004
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 0.000000 504.000000 13.000000 2.650000 491.000000
Securitas B 6 1.000000 581.880000 11.880000 2.080000 570.000000
Norva24 Group 16 -0.870000 549.120000 6.120000 1.130000 543.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 0.100000 581.400000 4.400000 0.760000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.360000 250.080000 4.080000 1.660000 246.000000
Coor Service Management Hold. 8 -0.070000 535.200000 3.200000 0.600000 532.000000
Handelsbanken A 5 0.510000 542.750000 -3.250000 -0.600000 546.000000
Midsona B 63 0.550000 571.410000 -11.590000 -1.990000 582.999984
Essity B 2 0.470000 551.800000 -22.200000 -3.870000 574.000000
International Petroleum Corp. 5 3.530000 571.500000 -23.070000 -3.880000 594.565215
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
Essity A 4 0.910000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.160000 3654.000000 -157.000000 -4.120000 3810.999990
Beijer Electronics Group 26 -0.190000 2797.600000 -173.400000 -5.840000 2971.000006
OX2 18 0.190000 1421.100000 -242.900000 -14.600000 1663.999992
Axfood 13 0.560000 3487.900000 -268.100000 -7.140000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46045.340000 -843.230000 -2.43998% 46888.564618

Updated:¶

'2023-01-27 10:12:26.123482'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶